Pages that link to "Item:Q1082027"
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The following pages link to Understanding spurious regressions in econometrics (Q1082027):
Displayed 50 items.
- Spurious regressions when stationary regressors are included (Q672763) (← links)
- Spurious deterministic seasonality (Q672885) (← links)
- A note on computing \(r\)-squared and adjusted \(r\)-squared for trending and seasonal data (Q806752) (← links)
- Unit root testing (Q862778) (← links)
- Understanding spurious regressions in econometrics (Q1082027) (← links)
- Statistical analysis of cointegration vectors (Q1104685) (← links)
- Testing for cointegration using principal components methods (Q1104687) (← links)
- Forecasting and testing in co-integrated systems (Q1105971) (← links)
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
- Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437) (← links)
- Tests for cointegration with infinite variance errors (Q1298440) (← links)
- Spurios regression theory with nonstationary fractionally integrated processes (Q1298444) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
- The spurious effect of unit roots on vector autoregressions. An analytical study (Q1314477) (← links)
- Spurious regressions and residual-based tests for cointegration when regressors are cointegrated (Q1319001) (← links)
- Parameter estimation in regression models with errors in the vairables and autocorrelated disturbances (Q1341194) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Estimating cointegration parameters: An application of the double bootstrap (Q1345554) (← links)
- Correlation theory of spuriously related higher order integrated processes (Q1351717) (← links)
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
- Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374) (← links)
- Nonsense regressions due to neglected time-varying means (Q1402942) (← links)
- Trending time series and macroeconomic activity: Some present and future challenges (Q1841083) (← links)
- A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
- New unit root asymptotics in the presence of deterministic trends. (Q1867744) (← links)
- Bayesian model selection and prediction with empirical applications (Q1899250) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- Alternative methods of detrending and the power of unit root tests (Q1915448) (← links)
- Estimation in dynamic regression with an integrated process (Q1918130) (← links)
- The spurious regression of fractionally integrated processes (Q1973433) (← links)
- Challenges of trending time series econometrics (Q2486184) (← links)
- On the performance of the DHF tests against nonstationary alternatives (Q2489804) (← links)
- Testing for cointegration in the presence of mis-specified structural change (Q2497796) (← links)
- Estimating cointegrating relations from a cross section (Q3367411) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
- Spurious Regression Under Broken-Trend Stationarity (Q3440762) (← links)
- Co-integration testing using local-to-unity detrending: the impact of structural change under the null (Q3446972) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- A note on spurious regression in seasonal time series (Q3543755) (← links)
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
- Test for cointegration based on two-stage least squares (Q3592025) (← links)
- Spurious Regressions with Time-Series Data: Further Asymptotic Results (Q3593522) (← links)
- Detecting log-periodicity in a regime-switching model of stock returns (Q3605233) (← links)
- A flexible parametric density estimator for multimodal distributions of test statistics (Q4277753) (← links)
- Nonstationary regression models with a lagged dependent variable (Q4337208) (← links)
- Nonstationary regression models with a lagged dependent variable (Q4337224) (← links)
- A residual-based test of the null of cointegration in panel data (Q4385001) (← links)